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Soc. Generale Call 1.4 BARC 21.06.../  DE000SW2BD29  /

Frankfurt Zert./SG
2024-06-04  2:24:16 PM Chg.-0.030 Bid2:29:33 PM Ask2:29:33 PM Underlying Strike price Expiration date Option type
0.880EUR -3.30% 0.890
Bid Size: 70,000		 0.910
Ask Size: 70,000		 Barclays PLC ORD 25P 1.40 GBP 2024-06-21 Call
 

Master data

WKN: SW2BD2
Issuer: Société Générale
Currency: EUR
Underlying: Barclays PLC ORD 25P
Type: Warrant
Option type: Call
Strike price: 1.40 GBP
Maturity: 2024-06-21
Issue date: 2023-08-16
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 2.72
Leverage: Yes

Calculated values

Fair value: 0.94
Intrinsic value: 0.94
Implied volatility: 1.11
Historic volatility: 0.29
Parity: 0.94
Time value: 0.01
Break-even: 2.59
Moneyness: 1.57
Premium: 0.00
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 2.15%
Delta: 0.98
Theta: 0.00
Omega: 2.66
Rho: 0.00
 

Quote data

Open: 0.900
High: 0.910
Low: 0.880
Previous Close: 0.910
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.22%
1 Month  
+23.94%
3 Months  
+120.00%
YTD  
+266.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.860
1M High / 1M Low: 0.920 0.750
6M High / 6M Low: 0.920 0.110
High (YTD): 2024-05-31 0.920
Low (YTD): 2024-02-13 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.896
Avg. volume 1W:   0.000
Avg. price 1M:   0.857
Avg. volume 1M:   0.000
Avg. price 6M:   0.425
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.96%
Volatility 6M:   138.01%
Volatility 1Y:   -
Volatility 3Y:   -